+216.9%
CLSK vs TXT
+5.5%
+211.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.9% |
| 7D | +17.2% | +0.8% | +16.4% | +16.3% |
| 30D | +14.6% | -10.4% | +25.0% | +26.8% |
| 3M | -16.8% | -14.3% | -2.5% | -4.3% |
| 6M | +38.2% | -15.1% | +53.3% | +59.7% |
| YTD | +31.2% | -8.3% | +39.5% | +36.9% |
| 1Y | +37.3% | -0.7% | +38.0% | +31.4% |
| All | +216.9% | +5.5% | +211.4% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling